If you downloaded an official (Windows) build, the controller settings should be stored in the "settings.bml" file beside the bsnes.exe file. If you built it from source, or you moved the bsnes.exe file around after extracting it, the controller settings may be stored in %LOCALAPPDATA%\bsnes\settings.bml instead. If any of those paths are missing or read-only, or you're running bsnes by double-clicking it from inside the .zip every time, I can imagine you might have problems.The ending of the words is ALMSIVI.